CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
26-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 1.2020 1.2029 0.0010 0.1% 1.1913
High 1.2025 1.2054 0.0029 0.2% 1.2046
Low 1.2002 1.2015 0.0014 0.1% 1.1906
Close 1.2013 1.2041 0.0028 0.2% 1.2000
Range 0.0024 0.0039 0.0016 66.0% 0.0140
ATR 0.0057 0.0056 -0.0001 -2.0% 0.0000
Volume 234 101 -133 -56.8% 994
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2154 1.2136 1.2062
R3 1.2115 1.2097 1.2052
R2 1.2076 1.2076 1.2048
R1 1.2058 1.2058 1.2045 1.2067
PP 1.2037 1.2037 1.2037 1.2041
S1 1.2019 1.2019 1.2037 1.2028
S2 1.1998 1.1998 1.2034
S3 1.1959 1.1980 1.2030
S4 1.1920 1.1941 1.2020
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2404 1.2342 1.2077
R3 1.2264 1.2202 1.2039
R2 1.2124 1.2124 1.2026
R1 1.2062 1.2062 1.2013 1.2093
PP 1.1984 1.1984 1.1984 1.1999
S1 1.1922 1.1922 1.1987 1.1953
S2 1.1844 1.1844 1.1974
S3 1.1704 1.1782 1.1962
S4 1.1564 1.1642 1.1923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2054 1.1968 0.0087 0.7% 0.0039 0.3% 85% True False 184
10 1.2054 1.1887 0.0167 1.4% 0.0056 0.5% 92% True False 1,640
20 1.2082 1.1872 0.0210 1.7% 0.0055 0.5% 81% False False 915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2220
2.618 1.2156
1.618 1.2117
1.000 1.2093
0.618 1.2078
HIGH 1.2054
0.618 1.2039
0.500 1.2035
0.382 1.2030
LOW 1.2015
0.618 1.1991
1.000 1.1976
1.618 1.1952
2.618 1.1913
4.250 1.1849
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 1.2039 1.2031
PP 1.2037 1.2021
S1 1.2035 1.2011

These figures are updated between 7pm and 10pm EST after a trading day.

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